Unexpected Gaps Between Linked Mesh Objects using BlenderGIS addon
Ensure you have the connecting edges on each tile. What I mean with that is.

When you have a left and a right tile (L and R). The vertices of the right border of L needs to match the vertices of the left border of the R. They need to be at the exact same location as the according vertex of the other tile.

As your tiles are in different blend files you might check the positions of the corner vertices of each tile. When the tiles are moved to the center of the scene, you need to subtract the according offset of the tile.